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Report NEP-BAN-2015-05-30
This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmès (Christian Calmes) issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-BAN
The following items were announced in this report:
- Stefano Puddu & Andreas Waelchli, 2015, "TARP Effect on Bank Lending Behaviour: Evidence from the last Financial Crisis," IRENE Working Papers, IRENE Institute of Economic Research, number 15-06, May.
- Paul Glasserman & H. Peyton Young, 2013, "How Likely is Contagion in Financial Networks?," Working Papers, Office of Financial Research, US Department of the Treasury, number 13-06, Jun, revised 12 Apr 2017.
- Francesco Aiello & Graziella Bonanno, 2015, "Multilevel Empirics For Small Banks In Local Markets," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201503, May.
- Fabia A. de Carvalho & Marcos R. Castro, 2015, "Foreign Capital Flows, Credit Growth and Macroprudential Policy in a DSGE Model with Traditional and Matter-of-Fact Financial Frictions," Working Papers Series, Central Bank of Brazil, Research Department, number 387, May.
- Barbara Fidanza & Ottorino Morresi, 2015, "Does the Fama-Franch three-factor model work in the financial industry? Evidence from European bank stocks," Working Papers, Macerata University, Department of Studies on Economic Development (DiSSE), number 47-2015, May, revised May 2015.
- F. Christopher Calabia, 2015, "Observations on community banking supervision in the Second District," Speech, Federal Reserve Bank of New York, number 170, May.
- Lotz, Sebastien & Zhang, Cathy, 2015, "Money and Credit as Means of Payment: A New Monetarist Approach," MPRA Paper, University Library of Munich, Germany, number 64535, May.
- Robert Engle & Emil Siriwardane, 2014, "Structural GARCH: The Volatility-Leverage Connection," Working Papers, Office of Financial Research, US Department of the Treasury, number 14-07, Oct.
- Richard Bookstaber & Paul Glasserman & Garud Iyengar & Yu Luo & Venkat Venkatasubramanian & Zhizun Zhang, 2015, "Process Systems Engineering as a Modeling Paradigm for Analyzing Systemic Risk in Financial Networks," Working Papers, Office of Financial Research, US Department of the Treasury, number 15-01, Feb.
- Meraj Allahrakha & Paul Glasserman & H. Peyton Young, 2015, "Systemic Importance Indicators for 33 U.S. Bank Holding Companies: An Overview of Recent Data," Briefs, Office of Financial Research, US Department of the Treasury, number 15-01, Feb.
- Siakoulis, Vasilios, 2015, "Modeling bank default intensity in the USA using autoregressive duration models," MPRA Paper, University Library of Munich, Germany, number 64526, May.
- Zoltan Pozsar, 2014, "Shadow Banking: The Money View," Working Papers, Office of Financial Research, US Department of the Treasury, number 14-04, Jul.
- Lopez, Claude & Markwardt, Donald & Savard, Keith, 2015, "Macroprudential Policy: A Silver Bullet or Refighting the Last War?," MPRA Paper, University Library of Munich, Germany, number 64499, May.
- Dominique Guegan & Bertrand K Hassani, 2015, "Risk or Regulatory Capital? Bringing distributions back in the foreground," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15046, May.
- Dirk Schoenmaker & Peter Wierts, 2015, "Regulating the Financial Cycle: An Integrated Approach with a Leverage Ratio," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-057/IV/DSF93, Jun.
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-056/III, May.
- RACHDI, Houssem & Hakimi, Abdelaziz & Hamdi, Helmi, 2015, "Financial Liberalization, Banking Crisis and Economic Growth in MENA Region: Do Institutions Matter?," MPRA Paper, University Library of Munich, Germany, number 64562, May.
- Mark D. Flood & Victoria L. Lemieux & Margaret Varga & B.L. William Wong, 2014, "The Application of Visual Analytics to Financial Stability Monitoring," Working Papers, Office of Financial Research, US Department of the Treasury, number 14-02, May, revised 30 Jul 2015.
- Rick Bookstaber & Jill Cetina & Greg Feldberg & Mark Flood & Paul Glasserman, 2013, "Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future," Working Papers, Office of Financial Research, US Department of the Treasury, number 13-07, Jul.